trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 19,091 2,362,667 -11,117 24,827 272 41,909,290 0.056

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1.0000 -1,171,788 1,171,788 -1,313,081 128,387
1.0000 1,190,879 1,190,879 1,301,964 -103,560

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 21 -6,787 -20,478 -8,586 34,817 0.61 0.094 1,633
CN 88 -72,965 -607,817 -130,584 1,426,331 1.25 0.152 -21,179
HK 18 36,081 -8,390 -9,769 71,914 0.74 0.102 2,188
ID 2 -950 0 -902 950 0.76 0.320 -318
JP 96 -20,814 -206,270 150,672 555,553 0.76 0.083 32,495
KR 27 -45,585 -62,730 -105,662 135,969 1.73 0.213 -2,534
MY 1 -43 0 -7 43 0.16 0.095 -4
SG 5 64,043 0 24,336 64,043 0.50 0.061 3,837
TH 4 1,684 0 3,739 8,617 0.35 0.212 -77
TW 10 64,429 0 65,647 64,429 0.59 0.135 8,786

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1.0000 12 -20,802 -20,478 -14,257 20,802 0.69 -0.072 1,771
1.0000 9 14,015 0 5,672 14,015 0.51 0.010 -138
CN -1.0000 58 -749,648 -607,817 -967,106 749,648 1.23 -0.108 113,419
1.0000 30 676,683 0 836,522 676,683 1.30 -0.190 -134,598
HK -1.0000 5 -17,916 -8,390 -25,615 17,916 1.66 -0.044 -80
1.0000 13 53,997 0 15,846 53,997 0.39 0.022 2,268
ID -1.0000 2 -950 0 -902 950 0.76 0.320 -318
JP -1.0000 55 -288,184 -206,270 -135,124 288,184 0.49 -0.057 14,711
1.0000 41 267,369 0 285,796 267,369 1.11 0.057 17,784
KR -1.0000 16 -90,777 -62,730 -169,955 90,777 1.93 -0.005 -144
1.0000 11 45,192 0 64,293 45,192 1.44 0.019 -2,390
MY -1.0000 1 -43 0 -7 43 0.16 0.095 -4
SG 1.0000 5 64,043 0 24,336 64,043 0.50 0.040 3,837
TH -1.0000 3 -3,466 0 -115 3,466 0.22 0.225 -969
1.0000 1 5,151 0 3,853 5,151 0.75 0.173 892
TW 1.0000 10 64,429 0 65,647 64,429 0.59 0.116 8,786